Simulation and Monte Carlo: With applications in finance and MCMC by J. S. Dagpunar
Simulation and Monte Carlo: With applications in finance and MCMC (Wiley Series in Probability and Statistics) by J. S. Dagpunar
Wiley | March 12, 2007 | English | ISBN: 0470854944 | 348 pages | PDF | 3 MB
Wiley | March 12, 2007 | English | ISBN: 0470854944 | 348 pages | PDF | 3 MB
Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Its distinguishing features are in-depth accounts of the theory of Simulation, including the important topic of variance reduction techniques, together with illustrative applications in Financial Mathematics, Markov chain Monte Carlo, and Discrete Event Simulation.